Two-Scale Asymptotics for Stochastic Volatility Models
Part of the Mathematics in Industry book series (MATHINDUSTRY, volume 1)
KeywordsInvariant Measure Stochastic Volatility Stochastic Volatility Model Stochastic Average Risk Free Interest Rate
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
Unable to display preview. Download preview PDF.
- 2.Hull, j. and White, A. (1987) The picing of Options on Assets with Stochastic Volatilities. J. Finance, XLII(2), 281 - 300.Google Scholar
© Springer-Verlag Berlin Heidelberg 2002